Easily make executables with icons!
Put ReLove in a (preferably) empty folder
Put in a .love file and maybe a .ico file of your own
Open relove.bat and let it work it's magic
Once it is done, press any key, and open build.zip
Opening Relove.bat makes Relove.ini - configure it to your taste
ReLove is also under license GNU GPL v3, which allows you to do basically anything BUT make closed source distributions.
This means you can modify the batch file itself to fit exactly what you want
Check out the LOVE Forum post!